Fan, Linbo; Shaffer, Sherrill - In: Managerial Finance 30 (2004) 9, pp. 1-19
varies with selected measures of bank risk reflecting aspects of credit risk, liquidity risk, and insolvency risk. We use a … translog – to assess the tradeoff between precision and parsimony. We find that profit efficiency is sensitive to credit risk … and insolvency risk but not to liquidity risk or to the mix of loan products. …